+158.4%
SHEL vs BIL
+19.8%
+138.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -1.3% | 0.0% | -1.3% | -0.6% |
| 3M | +12.7% | +0.6% | +12.1% | +14.2% |
| 6M | +19.9% | +1.5% | +18.4% | +22.7% |
| YTD | +38.3% | +2.8% | +35.5% | +43.0% |
| 1Y | +35.7% | +3.3% | +32.3% | +41.5% |
| 3Y | +71.7% | +13.4% | +58.3% | +107.0% |
| 5Y | +158.4% | +19.8% | +138.6% | +283.2% |
| All | +158.4% | +19.8% | +138.6% | +283.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling